+70.3%
HCA vs CAPR
+76.3%
-6.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.6% | +4.9% |
| 7D | +4.9% | -12.6% | +17.6% | +4.9% |
| 30D | +1.9% | +124.4% | -122.5% | +2.3% |
| 3M | +12.7% | -66.8% | +79.5% | +12.7% |
| 6M | -22.3% | -71.8% | +49.4% | -22.4% |
| YTD | -9.3% | -70.1% | +60.7% | -9.4% |
| 1Y | +2.7% | +33.3% | -30.6% | +3.2% |
| 3Y | +57.8% | +36.7% | +21.1% | +51.3% |
| 5Y | +70.3% | +72.5% | -2.1% | +56.0% |
| All | +70.3% | +76.3% | -6.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling